Well, you'll probably want to have the documents as PDF or at least MS Word files. This ensures that people with other types of computers will be able to open them and have them print correctly.
Put the files in a folder on the server, then as knudsen said, on your web page, create links to the files as so:
[code:1:e5dcd44aa4]<a href=file1.pdf>Click to download File 1</a><br>
<a href=file2.pdf>Click to download File 2</a><br>[/code:1:e5dcd44aa4]
And so on.
As for the thumbnails, you'll probably have to use some sort if image editing app to do them. You can probably get by with MS Paint. Open up one of the files, then press Alt+Printscreen to take a screenshot. Now open Paint and press Ctrl +V to paste it. Crop and resize it as needed then save as a JPG. Put the resulting JPG files in the folder on your server where you put the files. The easiest way to do it will be to keep the file names similar (file1.pdf and file1.jpg for example).
Then you would change your link to something like this:
[code:1:e5dcd44aa4]<a href=file1.pdf><img border=0 src=file1.jpg></a><br>[/code:1:e5dcd44aa4]
Something like Frontpage might be helpful if you don't have much experience with making webpages.
By the way, the class attribute in knudsen's 2nd example won't have any effect unless you have a corresponding style defined in your stylesheet.